Dear All,
We have a requirement where as per Business they want cover Interest Rate Risk & Exchange Rate Risk Together in one Hedging.
Example Scenario :
They have a Foreign Currency (USD) Loan with Variable Interest Rate, they are creating Cross Currency Swap Buy USD & Sell MYR with fixed interest rate , hence they are hedging Interest Rate & Exchange Rate both with this activity, how will we simulate the same in SAP under THMEX..
As far i know we have to select "Risk Category" Interest Rate Risk or Exchange Rate Risk we don't have both together to capture , Any suggestions please.
Regards,
Sana